Trading Metrics calculated at close of trading on 09-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
5,817.5 |
5,825.0 |
7.5 |
0.1% |
5,713.5 |
High |
5,824.5 |
5,834.5 |
10.0 |
0.2% |
5,858.5 |
Low |
5,790.5 |
5,765.0 |
-25.5 |
-0.4% |
5,700.0 |
Close |
5,815.0 |
5,775.5 |
-39.5 |
-0.7% |
5,838.0 |
Range |
34.0 |
69.5 |
35.5 |
104.4% |
158.5 |
ATR |
63.8 |
64.2 |
0.4 |
0.6% |
0.0 |
Volume |
84,555 |
73,021 |
-11,534 |
-13.6% |
375,395 |
|
Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,000.0 |
5,957.5 |
5,813.5 |
|
R3 |
5,930.5 |
5,888.0 |
5,794.5 |
|
R2 |
5,861.0 |
5,861.0 |
5,788.0 |
|
R1 |
5,818.5 |
5,818.5 |
5,782.0 |
5,805.0 |
PP |
5,791.5 |
5,791.5 |
5,791.5 |
5,785.0 |
S1 |
5,749.0 |
5,749.0 |
5,769.0 |
5,735.5 |
S2 |
5,722.0 |
5,722.0 |
5,763.0 |
|
S3 |
5,652.5 |
5,679.5 |
5,756.5 |
|
S4 |
5,583.0 |
5,610.0 |
5,737.5 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,274.5 |
6,214.5 |
5,925.0 |
|
R3 |
6,116.0 |
6,056.0 |
5,881.5 |
|
R2 |
5,957.5 |
5,957.5 |
5,867.0 |
|
R1 |
5,897.5 |
5,897.5 |
5,852.5 |
5,927.5 |
PP |
5,799.0 |
5,799.0 |
5,799.0 |
5,814.0 |
S1 |
5,739.0 |
5,739.0 |
5,823.5 |
5,769.0 |
S2 |
5,640.5 |
5,640.5 |
5,809.0 |
|
S3 |
5,482.0 |
5,580.5 |
5,794.5 |
|
S4 |
5,323.5 |
5,422.0 |
5,751.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,858.5 |
5,756.0 |
102.5 |
1.8% |
51.5 |
0.9% |
19% |
False |
False |
74,182 |
10 |
5,858.5 |
5,700.0 |
158.5 |
2.7% |
65.0 |
1.1% |
48% |
False |
False |
83,270 |
20 |
5,905.0 |
5,700.0 |
205.0 |
3.5% |
62.0 |
1.1% |
37% |
False |
False |
94,364 |
40 |
5,905.0 |
5,606.0 |
299.0 |
5.2% |
52.5 |
0.9% |
57% |
False |
False |
49,020 |
60 |
5,905.0 |
5,420.5 |
484.5 |
8.4% |
53.5 |
0.9% |
73% |
False |
False |
32,690 |
80 |
5,905.0 |
5,381.0 |
524.0 |
9.1% |
46.5 |
0.8% |
75% |
False |
False |
24,523 |
100 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
38.5 |
0.7% |
82% |
False |
False |
19,631 |
120 |
5,905.0 |
5,174.5 |
730.5 |
12.6% |
32.5 |
0.6% |
82% |
False |
False |
16,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,130.0 |
2.618 |
6,016.5 |
1.618 |
5,947.0 |
1.000 |
5,904.0 |
0.618 |
5,877.5 |
HIGH |
5,834.5 |
0.618 |
5,808.0 |
0.500 |
5,800.0 |
0.382 |
5,791.5 |
LOW |
5,765.0 |
0.618 |
5,722.0 |
1.000 |
5,695.5 |
1.618 |
5,652.5 |
2.618 |
5,583.0 |
4.250 |
5,469.5 |
|
|
Fisher Pivots for day following 09-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
5,800.0 |
5,812.0 |
PP |
5,791.5 |
5,799.5 |
S1 |
5,783.5 |
5,787.5 |
|